Harry Kelejian received his PhD from the University of Wisconsin in 1968. Before coming to Maryland, he held academic positions at Princeton and New York Universities. He has also been a Visiting Professor at the Institute for Advanced Studies in Vienna, Austria (1979, 2005,2006); at the Australian National University in Canberra (1982); and at the University of Konstanz in Germany (1997). He was selected in 1995 for the Prentice Hall of Fame Economist Series.
His research interest has focused on both applied and theoretical econometrics. Some of his recent publications include: "Panel Data Models with Spatially Correlated Error Components" (with M. Kapor and I. Prucha), Journal of Econometrics, forthcoming; ``HAC Estimation in a Spatial Framework", (with I. Prucha), forthcoming in Journal of Econometrics; "Instrumental Variable Estimation of Spatial Autoregressive Models with Autoregressive Disturbances: Large and Small Sample Results" (with I. Prucha and Y. Yuzefovich), in Advances in Econometrics, Vol. 18: "Spatial Spatiotemporal Econometrics (K. Pace and J. LeSage, eds.), Elsevier, 2004; "Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations" (with I. Prucha), Journal of Econometrics, 2004; "On the Asymptotic Distribution of the Moran I test Statistic with Applications", (with I. Prucha), Journal of Econometrics, 2001.
Areas of Interest
- Econometrics
- An Extension of the J-test to a Spatial Panel Data Framework, , Journal of Applied Econometrics 31(2 ), 387-402, March .
- Critical Issues in Spatial Models: Error Term Specifications, Additional Endogenous Variables, Pre-Testing, and Bayesian Analysis, , Forthcoming in Letters in Spatial and Resource Sciences, 1-24, May .
- Estimation of Spatial Models with Endogenous Weighting Matrices, and an Application to a Demand Model for Cigarettes, , Regional Science and Urban Economics 46, 140-149, May .
- Omitted Factors and Spatial lags in the Dependent Variable, , Letters in Spatial and Resource Sciences 7(1 ), 23-33, March .
- Spatial Spillovers in the Development of Institutions, , Journal of Development Economics 101, 297-315, March .
- In the Neighborhood: The Trade Effects of the Euro in a Spatial Framework, , Regional Science and Urban Economics 42(1-2 ), 314-322, January .
- An Extension of Kelejian's J-Test for Non-Nested Spatial Models, , Regional Science and Urban Economics 41(3 ), 281-292, May .
- Important Dynamic Indices in Spatial Models, , Papers in Regional Science 90(4 ), 693-702, November .
- A Spatial Cliff-Ord-type Model with Heteroskedastic Innovations: Small and Large Sample Results, , Journal of Regional Science 50(2 ), 592-614, May .
- Spatial Models with Spatially Lagged Dependent Variables and Incomplete Data, , Journal of Geographical Systems 12(3 ), 241-257, September .
- Specification and Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances, , Journal of Econometrics 157(1 ), 53-67, July .
- Spatial Aspects of Contagion Among Emerging Economies, , Spatial Economic Analysis 4(2 ), 191-211, June .
- A Spatial J-Test for Model Specification Against a Single or a Set of Non-nested Alternatives, , Letters in Spatial and Resource Sciences 1(1 ), 3-11, July .
- Analysis of Spatially Dependent Data, , Journal of Econometrics 140(1 ), 1-4, September .
- HAC Estimation in a Spatial Framework, , Journal of Econometrics 140(1 ), 131-154, September .
- Panel Data Models with Spatially Correlated Error Components, , Journal of Econometrics 140(1 ), 97-130, September .
- The Relative Efficiencies of Various Predictors in Spatial Econometric Models Containing Spatial Lags, , Regional Science and Urban Economics 37(3 ), 363-374, May .
- A Spatial Modeling Approach to Contagion Among Emerging Economies, , Open Economies Review 17(4 ), 423-441, December .
- Estimation Problems in Models With Spatial Weighting Matrices Which Have Blocks of Equal Elements, , Journal of Regional Science 46(3 ), 507-515, August .
- Estimation of Simultaneous Systems of Spatially Interrelated Cross Sectional Equations, , Journal of Econometrics 118(2 ), 27-50, February .
- Instrumental Variable Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances: Large and Small Sample Results, , Spatial and Spatiotemporal Econometrics: Advances in Econometrics, ed. by James P. Lesage, R. Kelley Pace, Emerald Group Publishing Limited 18, 163-198, January .
- Finite Sample Properties of Estimators of Spatial Autoregressive Models with Autoregressive Disturbances, , Papers in Regional Science 82(1 ), 1-26, January .
- 2SLS and OLS in a Spatial Autoregressive Model with Equal Spatial Weights, , Regional Science and Urban Economics 32(6 ), 691-707, November .
- On the Asymptotic Distribution of the Moran I Test Statistic with Applications, , Journal of Econometrics 104(2 ), 219-257, September .
- Returns to Investment in Navigation Infrastructure: An Equilibrium Approach, , The Annals of Regional Science 34(1 ), 83-108, March .
- A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model, , International Economic Review 40(2 ), 509-533, May .
- A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances, , Journal of Real Estate Finance and Economics 17(1 ), 99-121, July .
- A Suggested Test for Spatial Autocorrelation and/or Heteroskedasticity and Corresponding Monte Carlo Results, , Regional Science and Urban Economics 28(4 ), 389-417, July .
- Estimation of the Spatial Autoregressive Parameter by Two Stage Least Squares Procedures: A Serious Problem, , International Regional Science Review 20(2 ), 103-111, April .
- Infrastructure Productivity Estimation and its Underlying Econometric Specifications: A Sensitivity Analysis, , Papers in Regional Science 76(1 ), 115-131, January .
- Testing for Spatial Error Autocorrelation in the Presence of Endogenous Regressors, , International Regional Science Review 20(1-2 ), 153-182, February .
- Aggregated Heterogeneous Dependent Data and the Logit Model: A Suggested Approach, , Economics Letters 47(3-4 ), 243-248, March .
- A Suggested Method of Estimation for Spatial Interdependent Models with Autocorrelated Errors, and an Application to a County Expenditure Model, , Papers in Regional Science 72(3 ), 297-312, July .
- Spatial Autocorrelation: A New Computationally Simple Test with an Application to Per Capita County Police Expenditures, , Regional Science and Urban Economics 22(3 ), 317-331, September .
- The Logit Model and Panel Data via Repeated Observations: A Clarification and Extension of the Literature, , Economics Letters 40(2 ), 135-140, October .
- A Note Concerning Specifications of Interactive Random Coefficient Regression Models, , Journal of Econometrics 47(2-3 ), 273-284, February .
- A Probability Model of Lockage Stalls and Interferences, , Transportation Research Record, 91-97
- A Random Coefficient Qualitative Choice Model of the Demand for Telecommunications, , Economics Letters 35(1 ), 45-50, January .
- A Rare Events Model: Monte Carlo Results on Sample Design and Large Sample Guidance, , Economics Letters 37(3 ), 225-263, November .
- Intrastate InterLATA Telecommunications Demand Modelling, , Review of Business 11(2 ), 25-31
- Stochastic Generalizations of Demand Systems with an Application to Telecommunications, , Information Economics and Policy 3(4 ), 283-309
- Independent or Uncorrelated Disturbances in Linear Regression: An Illustration of the Difference, , Economics Letters 19(1 ), 35-38
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances, , Econometrica 52(3 ), 721-736, May .
- Autocorrelated and Heteroskedastic Disturbances in Linear Regression Analysis: A Monte Carlo Study, , Sankhya: The Indian Journal of Statistics 45(2 ), 257-270, August .
- Inference in Random Coefficient Panel Data Models: A Correction and Clarification of the Literature, , International Economic Review 24(1 ), 249-254, February .
- An Extension of a Standard Test for Heteroskedasticity to a Systems Framework, , Journal of Econometrics 20(2 ), 325-333, November .
- Lagged Endogeneous Variables and the Cochrane-Orcutt Procedure, , Econometrica 49(4 ), 1073-1078, July .
- The Value of Information in a Storage Model with Open and Closed Loop Controls: A Numerical Example, , Journal of Economic Dynamics and Control 3, 307-317, November .
- The Value of Information for Crop Forecasting with Bayesian Speculators: Theory and Empirical Results, , The Bell Journal of Economics 9(1 ), 123-144
- A Note on the Variability of the Replacement Investment Capital Stock Ratio: Reply, , The Review of Economics and Statistics 59(4 ), 510-513, November .
- The Value of Information for Crop Forecasting in a Market System: Some Theoretical Issues, , The Review of Economic Studies 44(3 ), 519-531, October .
- A Stochastic Control Approach to Factor Demand, , International Economic Review 17(3 ), 701-717, October .
- Methods of Estimation for Markets in Disequilibrium: A Further Study, , Econometrica 42(1 ), 177-190, January .
- On the Variability of the Replacement Investment Capital Stock Ratio: Some Evidence from Capital Scrappage, , The Review of Economics and Statistics 56(3 ), 270-278, August .
- Random Parameters in a Simultaneous Equation Framework: Identification and Estimation , , Econometrica 42(3 ), 517-528, May .
- An Econometric Model of the Flight to the Suburbs, , Journal of Political Economy 81(3 ), 566-589, May .
- Information Lost in Aggregation: A Bayesian Approach - A Further Note, , Econometrica 41(2 ), 375, March .
- Information Lost in Aggregation: A Bayesian Approach, , Econometrica 40(1 ), 19-26, January .
- The Estimation of Cobb-Douglas Type Functions with Multiplicative and Additive Errors: A Further Analysis, , International Economic Review 13(1 ), 179-182, February .
- The Formulation of the Dependent Variable in the Wage Equation, , The Review of Economic Studies 39(1 ), 55-59, January .
- A Note on the Estimation of Production Function Models, , Southern Economic Journal 37(4 ), 496-497, April .
- Two-Stage Least Squares and Econometric Systems Linear in Parameters but Nonlinear in the Endogenous Variables, , Journal of the American Statistical Association 66(334 ), 373-374, June .
- A Macro Model of the U.S. Labor Market, , Econometrica 38(5 ), 712-741, September .
- Missing Observations in Multivariate Regression: Efficiency of a First-Order Method, , Journal of the American Statistical Association 64(328 ), 1609-1616, December .